+55.0%
EWZ vs WM
+52.1%
+2.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.5% | -0.3% | +6.8% | +6.5% |
| 30D | +4.8% | -2.4% | +7.2% | +5.2% |
| 3M | +9.9% | +0.4% | +9.5% | +9.5% |
| 6M | +1.9% | -9.5% | +11.4% | +3.5% |
| YTD | +20.3% | +0.5% | +19.8% | +19.3% |
| 1Y | +35.6% | -1.1% | +36.7% | +34.9% |
| 3Y | +43.4% | +46.0% | -2.6% | +27.5% |
| All | +55.0% | +52.1% | +2.9% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WM.
Daily Out/Under-Performance
Portfolio return minus WM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded WM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling